The rising incidence of obesity is a major public health issue worldwide. Recent human and animal studies suggest that parental diet can influence fetal development and is implicated with risk of obesity and type 2 diabetes in offspring. The hypothalamus is central to body energy homoeostasis and appetite by controlling endocrine signals. We hypothesise that offspring susceptibility to obesity is programmed in the hypothalamus in utero and mediated by changes to DNA methylation, which persist to adulthood. We investigated hypothalamic genome-wide DNA methylation in Psammomys obesus diet during pregnancy to the offspring’s risk of obesity. By using methyl-CpG binding domain capture and deep sequencing (MBD-seq), we examined the hypothalamus of offspring exposed to a low-fat diet and standard chow diet during the gestation and lactation period. In order to measure the abundance of methylation in a species without a reference genome, we developed a novel bioinformatic method, which consisted of methylome assembly followed by the measurement of methylated contig abundance. Offspring exposed to a low-fat parental diet were more obese and had increased circulating insulin and glucose levels. Methylome profiling identified 1447 genomic regions of differential methylation between offspring of parents fed a low-fat diet compared with parents on standard chow diet. Pathway analysis shows novel DNA methylation changes of hypothalamic genes associated with neurological function, nutrient sensing, appetite and energy balance. Differential DNA methylation corresponded to changes in hypothalamic gene expression of Tas1r1 and Abcc8 in the offspring exposed to low-fat parental diet.